Prepare the grill for direct cooking over high heat (450° to 550°F).
Brush the cooking grates clean. Grill the tomatillos over direct high heat, with the lid closed as much as possible, until they are well marked and beginning to collapse, 4 to 6 minutes, turning occasionally. Place the tomatillos in a food processor and process until smooth. Pour the tomatillos into a medium bowl. Add the remaining salsa ingredients and mix well.
Lightly brush the shrimp with oil and season evenly with salt, pepper, and paprika. Grill over direct high heat, with the lid closed as much as possible, until the shrimp are firm to the touch and just turning opaque in the center, 2 to 4 minutes, turning once. Serve warm with the salsa.